Stochastic PDE Seminar: Professor Jialin Hong (Chinese Academy of Mathematics and Systems Sciences)


Event Details

  • Date: Thursday, Feb 14th 2019 3:00pm
  • Venue: 301 TMCB
  • Categories:
  • Topic: Stochastic Symplecticity and Ergodicity of Numerical Methods for Stochastic Nonlinear Schrodinger Equation
  • Speaker: Professor Jialin Hong (Academy of Mathematics and Systems Sciences)
  • College/Organization: CPMS/Mathematics Department

Abstract: In this talk we present a review on stochastic symplecticity (multi-symplecticity) and ergodicity of numerical methods for stochastic nonlinear Schrodinger (NLS) equation. The equation considered is charge conservative and has the multi-symplectic conservation law. Based a stochastic version of variational principle, we show that the phase flow of the equation, considered as an evolution equation, preserves the symplectic structure of the phase space. We give some symplectic integrators and multi-symplectic methods for the equation. By constructing control system and invariant control set, it is proved that the symplectic integrator, based on the central difference scheme, possesses a unique invariant measure on the unit sphere. Furthermore, by using the midpoint scheme, we get a full discretization which possesses the discrete charge conservation law and the discrete multi-symplectic conservation law. Utilizing the Poisson equation corresponding to the finite dimensional approximation, the convergence error between the temporal average of the full discretization and the ergodic limit of the symplectic method is derived (In collaboration with Dr. Chuchu Chen, Dr. Xu Wang and Dr. Liying Zhang).